+376.4%
TTD vs ULTA
+132.6%
+243.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.6% | +1.7% |
| 7D | -0.6% | -3.1% | +2.5% | +0.8% |
| 30D | +6.3% | +2.8% | +3.5% | +4.7% |
| 3M | -24.1% | +14.8% | -38.9% | -29.6% |
| 6M | -47.4% | -16.2% | -31.2% | -44.4% |
| YTD | -62.2% | -9.6% | -52.6% | -61.6% |
| 1Y | -68.3% | +4.8% | -73.1% | -70.2% |
| 3Y | -83.4% | +30.7% | -114.1% | -86.5% |
| 5Y | -80.3% | +45.9% | -126.2% | -84.5% |
| All | +376.4% | +132.6% | +243.8% | +186.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ULTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling